I bought mine from Morrisons. I found it with the food colourings and flavourings, in the baking section. Ours is only a small shop so sure it will be in the larger ones. I'm sure most supermarkets will sell it now.

Any supermarket in the baking aisle. SilverSpoon do it in a small bottle.

You don't need glycerine though. If your royal icing was so runny that it was pouring off the cake then you just need to add more icing sugar and beat it to a thicker consistency.

(By royal icing, you do mean the icing made from egg white and icing sugar, don't you? Rather than fondant/sugarpaste which does contain glycerine to make it more pliable. Royal icing you spread on with a knife, fondant icing you roll out and cover the cake in a sheet)